T7 Börse Frankfurt - Reduction of FIX Gateway Mass Cancellation Messages
29 Sep 2020
T7 Börse Frankfurt - Reduction of FIX Gateway Mass Cancellation Messages Effective on 30. September (Simulation) / 05. October (Prodution)
Please note that the distribution of the following FIX messages for the market model Continuous Auction with Specialist will be discontinued as of 30 September 2020 in the T7 Börse Frankfurt Simulation Environment and from 05 October 2020 in the T7 Börse Frankfurt Production environment
FIX: Order Mass Action Report with
- tag 28721 MassActionReason = 115 – Instrument Knock Out and 118 – Instrument Knock Out has been reverted
The Information will continue to be distributed via the Market Data Interface (InstrumentStateChange/TID 103 messages with the SecurityStatus = "KnockedOutAndSuspended").